Change Menu

I set up WordPress years ago and now need to change a link in the right hand menu. The link page has changed and has a new address. I cannot work out how to do it. Spent about 2 hours fiddling. Even did a word search of the documents in my blog directory without success. Have looked in Index, sidebar, but when I click on menus, it tells me I don’t have one.

If anyone can help, I would be grateful. The blog is https://www.projectperfect.com.au/blog/ and the address I want to change is Project Administrator Main Page on the right under Menu.